Financial Systems
= Trading = API * Interactive Brokers * Interactive Broker Python API * MetaTrader 4 API ‌Brokers * FXCM * Pepperstone Trading Journals * Tradevue * Tradebench * Myfxbook * Stock trader * Trading journal spreadsheet * Edge Wonk * StockTickr * Trading Diary Pro * Trading Consistently Trading Platforms * Quantopian * Ninjatrader * Tradelink (dead project) ** Pracplay open code ** Pracplay ** Glean ‌Websites * Quantlabs ** Bryan Downing ** Quantlab knowledge base Bookmarks * I want to write an automated trading system. Interactive Brokers lacks an official Python API. Whats a good way to get the ball rolling Or should I try learning Java? * AIOTrade: AIOTrade (formerly Humai Trader Platform) is a free, open source stock technical analysis platform built on pure java. * manticore-trader: manticore-trader is a free and open java software for day trading warants on stocks, currencies and comodities. It includes modules for charting, position and risk management, automatic ordering and system trading. Instruments and quotes of the main financial markets are provided daily * G-BOT G-BOT is a public academic project, headed by Prof. Tom Gastaldi (first University of Rome "La Sapienza"). The project is about the study of trading algorithms and fully automated strategies for systematic profitability. * Marketcetera: Marketcetera focuses on building the key trading functions that are common to all organizations, thus freeing our clients to concentrate on proprietary trading algorithms and other specialized software that provide a competitive advantage. * Merchant of Venice: MOV is a stock market trading programme that supports portfolio management, charting, technical analysis, paper trading and genetic programming. Venice runs in a graphical user interface with online help and has full documentation. * EclipseTrader: Eclipse Rich Client Platform (RCP) application featuring shares pricing watch, intraday and history charts with technical analysis indicators, level II/market depth view, news watching, and integrated trading. * JBookTrader: All aspects of trading, such as obtaining market prices, analyzing price patterns, making trading decisions, placing orders, monitoring order executions, and controlling the risk are automated according to the user preferences. JBookTrader is a "sister" project to JSystemTrader. * Matrex: The perfect desktop tool for mathematical, statistical models and complex calculations. Adapters to matlab, scilab, octave, R. * OpenGamma: OpenGamma provides technology for financial institutions to improve analytics calculation and delivery to front-office and risk users. * Open Java Trading System (Last Update 2010-08-14): The Open Java Trading System (OJTS) is meant to be a common infrastructure to develop (stock) trading systems. There are four parts: gathering of raw data over the internet, recognition of trading signals, a visualization module and trading with banks. * Joone: Joone is a neural net framework written in Java™. It's composed by a core engine, a GUI editor and a distributed training environment and can be extended by writing new modules to implement new algorithms or architectures starting from base component * Data Visualizer (Last Update 2009-07-17): Modular environment for graphical visualization of stock market type data * SFL Java Trading System Enviroment (Last Update 2009-07-17): Java application built on KISS principle ( Keep It Simple,Stupid ) and its aim is to provide a fast and platform indipendent infrastructure to develop and execute trading systems. * ActiveQuant (Last Update 2009): Somewhat heavy stuff, for proficient programmers only * JSystemTrader (Last Update 2009) Developed to work with Interactive Broker’s API, fully automated trading system (ATS) that can trade various types of market securities during the trading day without user monitoring. * Market Analysis System (Last Update 2009-07-17): System for analysis of financial markets using technical analysis. Includes facilities for stock charting and futures charting, as well as automated generation of trading signals based on user-selected criteria. Operates on both daily and intraday data. * Oropuro trading system (Last Update 2009): Complete technical analysis & trading system, full set of features: retrieve, analyze EOD stocks data; manage multiple portfolios; technical analysis & graphical rendering; neural networks for generation of trading signals; support trader community, * AlgoTrader: AlgoTrader is an automated trading system (ATS) that can trade any type of security on any market available through InteractiveBrokers or FIX. All aspects of trading like getting market data, analyzing prices, taking trade decisions, placing orders & tracking executions can be automated. AlgoTrader is now available as a commercial product (with Support, Professional Services, etc.): ** The AlgoTrader Enterprise Edition now has many new Features, including three different GUI's, different Broker Interfaces (Native and Fix), support for custom Derivative Spreads, several built-in Execution Algorithms, an Option Pricing Engine, and much more. ** The system is still heavily based on Open Source Technologies like Hibernate, Spring, ActiveMQ & AndroMDA. Full Documentation is available ** Also, AlgoTrader is still based on Complex Event Processing (CEP) using Esper and therefore accommodates strategies that cannot be programed with procedural programming languages. * Encog Java and DotNet Neural Network Framework, Encog Machine Learning Framework: Encog is an advanced neural network and machine learning framework. Encog contains classes to create a wide variety of networks, as well as support classes to normalize and process data for these neural networks. Encog trains using multithreaded resilient propagation. Encog can also make use of a GPU to further speed processing time. A GUI based workbench is also provided to help model and train neural networks. * OpenMAMA: OpenMAMA is an open source project hosted at the Linux Foundation that provides a high performance middleware agnostic messaging API that interfaces with a variety of message oriented middleware systems. It aims to become the standard open messaging API for financial services. * Open source trading platforms = People = * Trond Andresen